Add the relative mipgap reached after optimization in SolverResults object #2167
Description
Summary
Currently this value is printed on terminal when passing tee=True but it cannot be easily recovered. It would be very convenient to recover it from a SolverResults object
Additional information
Output example from GLPK 4.65 on Windows when tee=True
Cuts on level 44: gmi = 14; mir = 23;
- 2653: >>>>> 9.061082466e+03 >= 9.052899252e+03 < 0.1% (71; 27)
- 25515: mip = 9.061082466e+03 >= 9.054536613e+03 < 0.1% (1004; 205)
- 51034: mip = 9.061082466e+03 >= 9.055073562e+03 < 0.1% (1872; 413)
- 71887: mip = 9.061082466e+03 >= 9.055701696e+03 < 0.1% (2356; 764)
TIME LIMIT EXCEEDED; SEARCH TERMINATED
Time used: 15.1 secs
In this case, the value to be added in SolverResults is equal to 0.1%
Update: the relative mipgap can be computed from SolverResults.problem.upper_bound and SolverResults.problem.lower_bound although it would be better if it is reported directly. However, GLPK returns inf and -inf whenever the termination condition is "feasible" whereas CPLEX or CBC provide the correct values...